Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
6,663.5 |
6,679.0 |
15.5 |
0.2% |
6,624.0 |
High |
6,700.0 |
6,679.0 |
-21.0 |
-0.3% |
6,703.0 |
Low |
6,663.5 |
6,583.5 |
-80.0 |
-1.2% |
6,588.0 |
Close |
6,687.0 |
6,629.0 |
-58.0 |
-0.9% |
6,687.0 |
Range |
36.5 |
95.5 |
59.0 |
161.6% |
115.0 |
ATR |
56.6 |
59.9 |
3.4 |
5.9% |
0.0 |
Volume |
675 |
2,748 |
2,073 |
307.1% |
10,868 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,917.0 |
6,868.5 |
6,681.5 |
|
R3 |
6,821.5 |
6,773.0 |
6,655.5 |
|
R2 |
6,726.0 |
6,726.0 |
6,646.5 |
|
R1 |
6,677.5 |
6,677.5 |
6,638.0 |
6,654.0 |
PP |
6,630.5 |
6,630.5 |
6,630.5 |
6,619.0 |
S1 |
6,582.0 |
6,582.0 |
6,620.0 |
6,558.5 |
S2 |
6,535.0 |
6,535.0 |
6,611.5 |
|
S3 |
6,439.5 |
6,486.5 |
6,602.5 |
|
S4 |
6,344.0 |
6,391.0 |
6,576.5 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,004.5 |
6,960.5 |
6,750.0 |
|
R3 |
6,889.5 |
6,845.5 |
6,718.5 |
|
R2 |
6,774.5 |
6,774.5 |
6,708.0 |
|
R1 |
6,730.5 |
6,730.5 |
6,697.5 |
6,752.5 |
PP |
6,659.5 |
6,659.5 |
6,659.5 |
6,670.0 |
S1 |
6,615.5 |
6,615.5 |
6,676.5 |
6,637.5 |
S2 |
6,544.5 |
6,544.5 |
6,666.0 |
|
S3 |
6,429.5 |
6,500.5 |
6,655.5 |
|
S4 |
6,314.5 |
6,385.5 |
6,624.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,703.0 |
6,583.5 |
119.5 |
1.8% |
56.5 |
0.9% |
38% |
False |
True |
1,609 |
10 |
6,705.0 |
6,583.5 |
121.5 |
1.8% |
49.0 |
0.7% |
37% |
False |
True |
1,595 |
20 |
6,715.0 |
6,524.0 |
191.0 |
2.9% |
42.5 |
0.6% |
55% |
False |
False |
805 |
40 |
6,715.0 |
6,010.0 |
705.0 |
10.6% |
48.0 |
0.7% |
88% |
False |
False |
506 |
60 |
6,766.0 |
6,010.0 |
756.0 |
11.4% |
40.5 |
0.6% |
82% |
False |
False |
343 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.0% |
32.0 |
0.5% |
78% |
False |
False |
261 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.0% |
27.0 |
0.4% |
78% |
False |
False |
215 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.0% |
22.5 |
0.3% |
78% |
False |
False |
184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,085.0 |
2.618 |
6,929.0 |
1.618 |
6,833.5 |
1.000 |
6,774.5 |
0.618 |
6,738.0 |
HIGH |
6,679.0 |
0.618 |
6,642.5 |
0.500 |
6,631.0 |
0.382 |
6,620.0 |
LOW |
6,583.5 |
0.618 |
6,524.5 |
1.000 |
6,488.0 |
1.618 |
6,429.0 |
2.618 |
6,333.5 |
4.250 |
6,177.5 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,631.0 |
6,642.0 |
PP |
6,630.5 |
6,637.5 |
S1 |
6,630.0 |
6,633.0 |
|